Comparison of software packages for performing Bayesian inference

Marko Koprivica · Neural Network World · 2020

In this paper, we compare three state-of-the-art Python packages for Bayesian inference: JAGS [14], Stan [5], and PyMC3 [18].These packages are in focus because they are the most mature, and Python is among the most utilized programming languages for teaching mathematics and statistics in colleges [13].The experiment is based on real-world data collected for investigating the therapeutic touch nursing technique [17].It is analyzed through a hierarchical model with prior beta distribution and binomial likelihood function.The tools are compared by execution time and sample quality.

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